Generating function of a geometric variable at one third
Question
For a random variable taking non-negative integer values, the probability generating function is for . Derive when (counting trials up to and including the first success, so ), and evaluate it at with .
Short answer
. Factor out and sum a geometric series in : . With and this is .
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Open the worked solutionLessons behind this question
- Transforms and Moment Generating Functions
- Expectation, Mean, and Variance
- Conditional Expectation and Variance Revisited
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